Jabir Sandhu


Jabir Sandhu is an Analyst in the Financial Markets Department at the Bank of Canada. His primary research interests include asset pricing and risk management. He received his Master of Financial Risk Management from the University of Toronto.


Jabir Sandhu

Financial Markets
Market Risks and Vulnerabilities

Bank of Canada
234 Wellington Street
Ottawa, ON, K1A 0G9


Do Liquidity Proxies Measure Liquidity in Canadian Bond Markets?

Staff Analytical Note 2017-23 Jean-Sébastien Fontaine, Jeffrey Gao, Jabir Sandhu, Kobe Wu
This analytical note evaluates the reliability of proxies for measuring liquidity in Canadian bond markets. We find that price-impact and bid-ask proxies paint a similar picture of evolving liquidity conditions to that obtained from richer measures of liquidity for benchmark Government of Canada bonds.
Content Type(s): Staff Research, Staff Analytical Notes Topic(s): Debt Management, Financial markets JEL Code(s): G, G1, G12, G14, G2, G23, G3, G32

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  • Master of Financial Risk Management, Rotman School of Management, University of Toronto (2017)
  • Bachelor of International Business, Carleton University (2016)

Research Interests

  • Asset Pricing
  • Risk Management


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